ECBOT 30 Year Treasury Bond Future September 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 179-22 179-07 -0-15 -0.3% 177-27
High 180-02 179-09 -0-25 -0.4% 179-28
Low 179-05 177-19 -1-18 -0.9% 177-22
Close 179-14 178-17 -0-29 -0.5% 179-19
Range 0-29 1-22 0-25 86.2% 2-06
ATR 1-08 1-10 0-01 3.3% 0-00
Volume 381,252 786,570 405,318 106.3% 1,541,972
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 183-17 182-23 179-15
R3 181-27 181-01 179-00
R2 180-05 180-05 178-27
R1 179-11 179-11 178-22 178-29
PP 178-15 178-15 178-15 178-08
S1 177-21 177-21 178-12 177-07
S2 176-25 176-25 178-07
S3 175-03 175-31 178-02
S4 173-13 174-09 177-19
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 185-20 184-25 180-26
R3 183-14 182-19 180-06
R2 181-08 181-08 180-00
R1 180-13 180-13 179-25 180-27
PP 179-02 179-02 179-02 179-08
S1 178-07 178-07 179-13 178-21
S2 176-28 176-28 179-06
S3 174-22 176-01 179-00
S4 172-16 173-27 178-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180-02 177-19 2-15 1.4% 1-08 0.7% 38% False True 437,094
10 180-02 177-16 2-18 1.4% 1-09 0.7% 40% False False 375,580
20 183-06 177-16 5-22 3.2% 1-10 0.7% 18% False False 325,153
40 183-06 177-06 6-00 3.4% 1-08 0.7% 22% False False 276,742
60 183-06 170-30 12-08 6.9% 1-13 0.8% 62% False False 270,716
80 183-06 170-30 12-08 6.9% 1-14 0.8% 62% False False 233,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 186-15
2.618 183-22
1.618 182-00
1.000 180-31
0.618 180-10
HIGH 179-09
0.618 178-20
0.500 178-14
0.382 178-08
LOW 177-19
0.618 176-18
1.000 175-29
1.618 174-28
2.618 173-06
4.250 170-14
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 178-16 178-27
PP 178-15 178-23
S1 178-14 178-20

These figures are updated between 7pm and 10pm EST after a trading day.

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